By Plane

Chiang Mai has its own airport with multiple flights a day to and from Bangkok. Airlines which operate on this route include Thai, Air Asia, Nok Air, Bangkok Airways and One Two Go. See their respective web sites for schedules and prices. Chiang Mai Airport is situated only 5-10 minutes drive from the Night Bazaar area and down town on the SW side of the city.
Air Asia
Nok Air
One Two Go
Thai Airlines
Bangkok Airways

By Bus

There are multiple departures from Bangkok's northern bus terminal at Mor Chit daily, with choice of day and night buses in all class categories. Departures are about every 30 minutes throughout the day and night. all government licensed services will terminate at Chiang Mai's Arcade Bus Station.

By Train

Chiang Mai is the termination point for the northern rail line and is well connected with Bangkok with a choice of day or night trains. The night train sleeper services are well worth considering as prices are very reasonable and you get a comfy bunk for the night. All Chiang Mai bound trains depart Hualumpong Train Station in Bangkok. Journey times are longer than on the bus coming in at around 12-14 hours.

By Plane - domestic flights

Chiang Mai is well connected with flights from Bangkok but also has a few direct flights with other domestic destinations which are worthy of note and include:

Chiang Mai - Phuket (direct flight operated by Air Asia and Thai Airways)
Chiang Mai - Koh Samui (direct flight operated by Bangkok Airways)
Chiang Mai - Mae Hong Son (direct flight operated by Nok air and Nok Mini)
Chiang Mai - Sukhothai (direct flight operated by bangkok Airways)
Chiang Mai - Chiang Rai (direct flight operated by Nok Mini)
Chiang Mai - Nan (direct flight operated by Nok Mini)
Chiang Mai - Udon Thani (direct flight operated by Nok Mini)
Chiang Mai Kon Kaen (direct flight operated by Nok Mini)

By Plane - international Flights

Direct International flights to and from Chiang Mai International Airport include:

Chiang Mai - Singapore (direct flight operated by Silk Air)
Chiang Mai - Kuala Lumpur (direct flight operated by Air Asia)
Chiang Mai - Seoul (direct flight operated by Korean Air)
Chiang Mai - Vientiane (operated by Lao Airlines)
Chiang Mai - Luang Prabang (direct flight operated by Lao Airlines)
Chiang Mai - Yangon (direct flight operated by Air Bagan)
Chiang Mai - Chiang Mai Kunming (direct flight operated by Thai Airways)

In the past there have also been flights on the following routes but probably due to low demand have been suspended or discontinued
Chiang Mai - Hong Kong
Chiang Mai - Jinghong China
Chiang Mai - Mandalay

By Bus

Chiang mai also has direct intercity bus links with other provincial cities. There are direct s connection with some provincial cities in the North East and include Nakorn Ratchasima, Udon Thani, Kon Kaen. There us a direct bus to Pattaya and there is even a direct service from Chiang mai to Hua Hin but for other southern destinations you will need to change buses in Bangkok.